-84.3%
FRMI vs FLR
+34.2%
-118.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.7% | +6.8% |
| 7D | +2.4% | +5.4% | -3.0% | -1.2% |
| 30D | -17.3% | +11.4% | -28.7% | -24.4% |
| 3M | -17.2% | +11.4% | -28.6% | -24.0% |
| 6M | -43.4% | +16.6% | -60.0% | -51.4% |
| YTD | -36.0% | +41.7% | -77.7% | -54.2% |
| All | -84.3% | +34.2% | -118.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling